-100.0%
SQQQ vs P
+485.4%
-585.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | +0.5% |
| 7D | -0.9% | +6.5% | -7.5% | +3.6% |
| 30D | -0.3% | +18.8% | -19.1% | +13.2% |
| 3M | +2.7% | +26.7% | -24.0% | +29.8% |
| 6M | -43.8% | +62.2% | -106.0% | -13.0% |
| YTD | -42.9% | +48.5% | -91.4% | -13.9% |
| 1Y | -53.5% | +26.4% | -79.9% | -33.9% |
| 3Y | -89.4% | +159.4% | -248.8% | -63.0% |
| 5Y | -94.7% | +275.8% | -370.5% | -66.6% |
| 10Y | -100.0% | +732.0% | -832.0% | -99.4% |
| All | -100.0% | +485.4% | -585.3% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling